Asia Risk - 2007-11-01
Articles in this issue
Heightened hedging
Corporates
Watching the watchers
Editor's letter
The risk of one
Fund derivatives
On the move
People
Sharia contravention
Islamic products
A new feel for foreign funds
South Korea
The Leong view
Profile
A narrowing gulf
Basel II
Raising ETS issues
Australia emissions
Overrated regulation
Risk management
Sox comes to Asia
Corporate governance
Isda's man in China
Profile
Breaking point?
Cover story
Not stressed enough
Stress testing
Gamma process dynamic modelling of credit
The existing generation of credit derivatives models is unsatisfactory because they generally contain arbitrage, cannot describe the dynamics of the process, and are hard to extend beyond vanilla products. Martin Baxter has created a new tractable family…
